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Multidimensional Stochastic Processes as Rough Paths: Theory and Applications
An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Cambridge University Press
2010
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/1319675 |
| _version_ | 1780921469454254080 |
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| author | Friz, Peter K Victoir, Nicolas B |
| author_facet | Friz, Peter K Victoir, Nicolas B |
| author_sort | Friz, Peter K |
| collection | CERN |
| description | An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers. |
| id | cern-1319675 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2010 |
| publisher | Cambridge University Press |
| record_format | invenio |
| spelling | cern-13196752021-04-22T01:11:45Zhttp://cds.cern.ch/record/1319675engFriz, Peter KVictoir, Nicolas BMultidimensional Stochastic Processes as Rough Paths: Theory and ApplicationsMathematical Physics and Mathematics An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.Cambridge University Pressoai:cds.cern.ch:13196752010 |
| spellingShingle | Mathematical Physics and Mathematics Friz, Peter K Victoir, Nicolas B Multidimensional Stochastic Processes as Rough Paths: Theory and Applications |
| title | Multidimensional Stochastic Processes as Rough Paths: Theory and Applications |
| title_full | Multidimensional Stochastic Processes as Rough Paths: Theory and Applications |
| title_fullStr | Multidimensional Stochastic Processes as Rough Paths: Theory and Applications |
| title_full_unstemmed | Multidimensional Stochastic Processes as Rough Paths: Theory and Applications |
| title_short | Multidimensional Stochastic Processes as Rough Paths: Theory and Applications |
| title_sort | multidimensional stochastic processes as rough paths: theory and applications |
| topic | Mathematical Physics and Mathematics |
| url | http://cds.cern.ch/record/1319675 |
| work_keys_str_mv | AT frizpeterk multidimensionalstochasticprocessesasroughpathstheoryandapplications AT victoirnicolasb multidimensionalstochasticprocessesasroughpathstheoryandapplications |